Public consultation on the NWG’s consultation paper on the review and analysis of alternative interest rate indices
Modification date: 25 July 2024
The National Working Group for benchmark reform (NWG) would like to invite stakeholders and financial market participants to review for consultation paper on the review and analysis of alternative interest rate indices.
The consultation deadline has been extended to 1 July 2024.
Comments on the recommendations should be sent to: kontakt@gpwbenchmark.pl.
For download
- Download
Consultation paper on the review and analysis of alternative interest rate indices (document updated on June 11, 2024)
file .pdf
- Download
Appendix No. 1: Questionnaire of assessment of the proposed RFR indices
file .xlsx
- Download
Appendix No. 2: Trajectory and Eligible Transactions Pool features of RFR indices
file .xlsx
- Download
Appendix No. 3: Sensitivity analysis
file .pdf
- Download
Appendix No. 4: Compound rates
file .xlsx
